Different value of indicator received from API compared to value shown on tester during backtest

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Hi,

I am using ADX indicator and the values I received at the time of execution of trade was 69 and 72 for 2 consecutive bars (increasing), while the values shown in tester for that trade was 62.5 and 58 (reducing).

I have observed the same for other indicators also (Bollinger bands, MACD, EMA etc). Because of this reason, I am getting trades where I don't expect and my strategy is failing every time.

For ADX, I used main value from buffer 0 and extracted 3 values from buffer 0 with shift 0. Below is the code:

   adxHandle = iADX(_Symbol, _Period, ADX_Period);

   CopyBuffer(adxHandle, 0, 0, 3, iMABuffer);

   double adxValue[3];

   adxValue[0] = iMABuffer[0];

   adxValue[1] = iMABuffer[1];

   adxValue[2] = iMABuffer[2];

Please suggest what could be the issue

.

Thanks

Vinayak.

 

In case of Bollinger band, in some cases I also got absurd values where upper value is smaller than lower value.

Below is the code I used for Bollinger Bands:

   bbHandle = iBands(_Symbol, _Period, BB_Period, i, BB_Deviation, PRICE_CLOSE);

   CopyBuffer(bbHandle, 0, 0, 3, iMABuffer);

   bb_upper[i] = iMABuffer[1];

   bb_lower[i] = iMABuffer[2];


Please suggest.

Regards

Vinayak

 
Shift 0 continues to change until the bar is closed. I strongly suggest to start checking values from shift 1 (last closed candle). 

These values will never change into the future and will be consistent from what you see on chart and what you retrieve with iADX or iBands commands.
 
Vinayak Aggarwal:

Hi,

I am using ADX indicator and the values I received at the time of execution of trade was 69 and 72 for 2 consecutive bars (increasing), while the values shown in tester for that trade was 62.5 and 58 (reducing).

I have observed the same for other indicators also (Bollinger bands, MACD, EMA etc). Because of this reason, I am getting trades where I don't expect and my strategy is failing every time.

For ADX, I used main value from buffer 0 and extracted 3 values from buffer 0 with shift 0. Below is the code:

   adxHandle = iADX(_Symbol, _Period, ADX_Period);

   CopyBuffer(adxHandle, 0, 0, 3, iMABuffer);

   double adxValue[3];

   adxValue[0] = iMABuffer[0];

   adxValue[1] = iMABuffer[1];

   adxValue[2] = iMABuffer[2];

Please suggest what could be the issue

.

Thanks

Vinayak.


   adxHandle = iADX(_Symbol, _Period, ADX_Period);

   double adxValue[3];

   CopyBuffer(adxHandle, 0, 0, 3, adxValue);



im sure you can figure the rest out from here

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